On quadratic approximations for Hamilton-Jacobi-Bellman equations
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Publication:254587
DOI10.1016/j.automatica.2016.01.001zbMath1335.93144OpenAlexW2281039077MaRDI QIDQ254587
Publication date: 8 March 2016
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2016.01.001
stochastic controlerror analysisHamilton-Jacobi-Bellman equationspartial differential equationsquadratic approximations
Dynamic programming in optimal control and differential games (49L20) Stochastic programming (90C15) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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Cites Work
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